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<h1 title="Package" class="title">Package&nbsp;org.apache.commons.math3.optim</h1>
<div class="docSummary">
<div class="block">
  Generally, optimizers are algorithms that will either
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MINIMIZE"><code>minimize</code></a> or
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MAXIMIZE"><code>maximize</code></a>
  a scalar function, called the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/ObjectiveFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code><em>objective
  function</em></code></a>.</div>
</div>
<p>See:&nbsp;<a href="#package_description">Description</a></p>
</div>
<div class="contentContainer">
<ul class="blockList">
<li class="blockList">
<table class="packageSummary" border="0" cellpadding="3" cellspacing="0" summary="Interface Summary table, listing interfaces, and an explanation">
<caption><span>Interface Summary</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colFirst" scope="col">Interface</th>
<th class="colLast" scope="col">Description</th>
</tr>
<tbody>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim">ConvergenceChecker</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">This interface specifies how to check if an optimization algorithm has
 converged.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/OptimizationData.html" title="interface in org.apache.commons.math3.optim">OptimizationData</a></td>
<td class="colLast">
<div class="block">Marker interface.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/OptimizationProblem.html" title="interface in org.apache.commons.math3.optim">OptimizationProblem</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Common settings for all optimization problems.</div>
</td>
</tr>
</tbody>
</table>
</li>
<li class="blockList">
<table class="packageSummary" border="0" cellpadding="3" cellspacing="0" summary="Class Summary table, listing classes, and an explanation">
<caption><span>Class Summary</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colFirst" scope="col">Class</th>
<th class="colLast" scope="col">Description</th>
</tr>
<tbody>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/AbstractConvergenceChecker.html" title="class in org.apache.commons.math3.optim">AbstractConvergenceChecker</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Base class for all convergence checker implementations.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/AbstractOptimizationProblem.html" title="class in org.apache.commons.math3.optim">AbstractOptimizationProblem</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Base class for implementing optimization problems.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseMultiStartMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim">BaseMultiStartMultivariateOptimizer</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Base class multi-start optimizer for a multivariate function.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim">BaseMultivariateOptimizer</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Base class for implementing optimizers for multivariate functions.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim">BaseOptimizer</a>&lt;PAIR&gt;</td>
<td class="colLast">
<div class="block">Base class for implementing optimizers.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/InitialGuess.html" title="class in org.apache.commons.math3.optim">InitialGuess</a></td>
<td class="colLast">
<div class="block">Starting point (first guess) of the optimization procedure.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/MaxEval.html" title="class in org.apache.commons.math3.optim">MaxEval</a></td>
<td class="colLast">
<div class="block">Maximum number of evaluations of the function to be optimized.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/MaxIter.html" title="class in org.apache.commons.math3.optim">MaxIter</a></td>
<td class="colLast">
<div class="block">Maximum number of iterations performed by an (iterative) algorithm.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/PointValuePair.html" title="class in org.apache.commons.math3.optim">PointValuePair</a></td>
<td class="colLast">
<div class="block">This class holds a point and the value of an objective function at
 that point.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/PointVectorValuePair.html" title="class in org.apache.commons.math3.optim">PointVectorValuePair</a></td>
<td class="colLast">
<div class="block">This class holds a point and the vectorial value of an objective function at
 that point.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleBounds.html" title="class in org.apache.commons.math3.optim">SimpleBounds</a></td>
<td class="colLast">
<div class="block">Simple optimization constraints: lower and upper bounds.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimplePointChecker.html" title="class in org.apache.commons.math3.optim">SimplePointChecker</a>&lt;PAIR extends <a href="../../../../../org/apache/commons/math3/util/Pair.html" title="class in org.apache.commons.math3.util">Pair</a>&lt;double[],? extends <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a>&gt;&gt;</td>
<td class="colLast">
<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using
 only point coordinates.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleValueChecker.html" title="class in org.apache.commons.math3.optim">SimpleValueChecker</a></td>
<td class="colLast">
<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using
 only objective function values.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><a href="../../../../../org/apache/commons/math3/optim/SimpleVectorValueChecker.html" title="class in org.apache.commons.math3.optim">SimpleVectorValueChecker</a></td>
<td class="colLast">
<div class="block">Simple implementation of the <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>ConvergenceChecker</code></a> interface using
 only objective function values.</div>
</td>
</tr>
</tbody>
</table>
</li>
</ul>
<a name="package_description">
<!--   -->
</a>
<h2 title="Package org.apache.commons.math3.optim Description">Package org.apache.commons.math3.optim Description</h2>
<div class="block"><p>
  Generally, optimizers are algorithms that will either
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MINIMIZE"><code>minimize</code></a> or
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/GoalType.html#MAXIMIZE"><code>maximize</code></a>
  a scalar function, called the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/ObjectiveFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code><em>objective
  function</em></code></a>.
  <br/>
  For some scalar objective functions the gradient can be computed (analytically
  or numerically). Algorithms that use this knowledge are defined in the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/gradient/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.scalar.gradient</code></a> package.
  The algorithms that do not need this additional information are located in
  the <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/noderiv/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.scalar.noderiv</code></a> package.
 </p>

 <p>
  Some problems are solved more efficiently by algorithms that, instead of an
  objective function, need access to a
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/ModelFunction.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code><em>model function</em></code></a>: such a model predicts a set of values which the
  algorithm tries to match with a set of given
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/Target.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code>target values</code></a>.
  Those algorithms are located in the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.vector</code></a> package.
  <br/>
  Algorithms that also require the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/ModelFunctionJacobian.html" title="class in org.apache.commons.math3.optim.nonlinear.vector"><code>Jacobian matrix of the model</code></a> are located in the
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/package-summary.html"><code>org.apache.commons.math3.optim.nonlinear.vector.jacobian</code></a> package.
  <br/>
  The <a href="../../../../../org/apache/commons/math3/optim/nonlinear/vector/jacobian/AbstractLeastSquaresOptimizer.html" title="class in org.apache.commons.math3.optim.nonlinear.vector.jacobian"><code>non-linear least-squares optimizers</code></a> are a specialization of the the latter,
  that minimize the distance (called <em>cost</em> or <em>&chi;<sup>2</sup></em>)
  between model and observations.
  <br/>
  For cases where the Jacobian cannot be provided, a utility class will
  <a href="../../../../../org/apache/commons/math3/optim/nonlinear/scalar/LeastSquaresConverter.html" title="class in org.apache.commons.math3.optim.nonlinear.scalar"><code>convert</code></a> a (vector) model into a (scalar) objective function.
 </p>

 <p>
  This package provides common functionality for the optimization algorithms.
  Abstract classes (<a href="../../../../../org/apache/commons/math3/optim/BaseOptimizer.html" title="class in org.apache.commons.math3.optim"><code>BaseOptimizer</code></a> and
  <a href="../../../../../org/apache/commons/math3/optim/BaseMultivariateOptimizer.html" title="class in org.apache.commons.math3.optim"><code>BaseMultivariateOptimizer</code></a>) contain
  boiler-plate code for storing <a href="../../../../../org/apache/commons/math3/optim/MaxEval.html" title="class in org.apache.commons.math3.optim"><code>evaluations</code></a> and <a href="../../../../../org/apache/commons/math3/optim/MaxIter.html" title="class in org.apache.commons.math3.optim"><code>iterations</code></a>
  counters and a user-defined
  <a href="../../../../../org/apache/commons/math3/optim/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optim"><code>convergence checker</code></a>.
 </p>

 <p>
  For each of the optimizer types, there is a special implementation that
  wraps an optimizer instance and provides a "multi-start" feature: it calls
  the underlying optimizer several times with different starting points and
  returns the best optimum found, or all optima if so desired.
  This could be useful to avoid being trapped in a local extremum.
 </p></div>
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